However, in case of Germany you linked evidence that goes directly against your argument:
>German Chancellor Angela Merkel on Tuesday called for creating a European Union army, stressing that Europeans can no longer merely rely on the U.S. for their security.
Given the context of the thread, this quote reads like the Germans want to build their own army to spite the US. For example, because the US spied on them.
---
As far as Denmark goes, their feelings regarding the US are probably genuine, but I very much doubt that the Danes see Russia as an existential threat.
The last country to invade and occupy Denmark was Germany, not Russia. If you read between the lines you find that the main security benefit of US/NATO is keeping Europeans from fighting each other rather than defending them from some external threat.
I that sense, I completely agree that US and NATO are the cornerstone of European security. And that's why industrial espionage against them is a bad idea. It makes European countries suspicious of the US and suspicious of each other. The resulting fragmentation leads to insecurity and then we are back to 1939 eyeing each other as our next meal.